【摘要】 本文首先阐述了一种新型期权———两值期权的涵义及其模型 ,推导了两值期权定价模型的解析解 ;然后阐述了二叉树方法在两值期权定价中的应用 ;最后给出了实例分析 ,验证了二叉树方法的有效性更多还原

【Abstract】 In this paper,firstly,a kind of exotic options——binary option and its pricing model are dissertated;then,the analytic solution of the model is derived.In addition,we dissertate the application of a binomial tree in the option pricing.At last,we provide examples which indicate the validity of the binomial tree.更多还原